QuantAxion connects filings, news, policy and insider disclosures, Federal Reserve language, macro releases and live option pricing into a single reasoned investment thesis — fundamental and technical, in one view. Not a screen. Not a score. An argument, with every claim traceable to the source that produced it.
A filter finds companies matching a number. It cannot tell you that a memory supplier being sold out through 2027 is the reason a networking designer's margins hold, or that an insider sale lands in the same window as a policy change. Those are connections across sources, made over time — and connecting them is the work. That is the engine we built.
Fundamentals tell you what a business earns. Technicals tell you what price the market is asking. Neither tells you what is about to change — that comes from everything being said and disclosed around the company. QuantAxion reads all three and resolves them against each other in a single argument.
Read from the filing itself, not a vendor summary.
Where price has actually traded, and what the option market charges.
The layer that moves a price before the numbers change.
A supplier sold out through 2027 is a margin fact about its customer. A policy change and an insider sale in the same week are one observation, not two. These links sit across thousands of sources and years of filings, and finding them is what separates a thesis from a filtered list.
An unedited report for Credo Technology (CRDO), generated 28 September 2026. Nothing below was written for this page. Step through it the way an analyst would: the call, the argument, the evidence behind it, the strongest case against it, and how far the coverage actually reaches.
The expensive part of research is reading, and the valuable part is what a source implies about companies it never names. Each source is stored as an immutable, dated version and read once into observations that are reused across themes, suppliers and customers — so a memory-pricing disclosure reaches a networking designer's margin outlook without being re-read, and a new event updates the earlier conclusion instead of replacing it.
Filings, news, policy and insider disclosures, Fed language, macro series, prices and option chains — each stored with the date it was published and the date it was fetched.
Sources are immutable. A revised article becomes a new version beside the old one, so a conclusion can always be traced to the text that produced it.
Dated observations are pulled under a broad contract and reused across themes and companies, instead of re-reading the archive per ticker.
Claude Opus assembles the mechanism: what documented exposure links the event to this company's economics, and what competing explanation would fit the same facts.
Figures are re-derived, price geometry is validated, and every quoted claim must bind to a stored source or it does not ship.
Conviction is worth nothing if you cannot check it. These properties are enforced on every report, which is what makes the rest of it usable by a professional.
Scenarios are stated as conditions with the levels that trigger them, and labelled as the system's own reasoning rather than analyst consensus. A level is where an argument becomes actionable — not a price target dressed up as one.
Missing, stale, unverified and measured zero stay distinct through the whole pipeline. Most tools collapse them into one reassuring sentence, which is precisely where a thesis quietly stops being supported.
Congressional amounts are disclosed as ranges and stay ranges. A projected earnings date is labelled a projection. Where an article was only available as a summary, the report says so rather than citing it as a full read.
No brokerage connection and no orders. The separation is also analytical: a constructive business case and a specific option trade are two different decisions, and the reports keep them apart.
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